Continuous versus Discrete Market Games
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References listed on IDEAS
- DE MEYER , Bernard, 1993. "Repeated Games and the Central Limit Theorem," CORE Discussion Papers 1993003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Robert J. Aumann, 1995. "Repeated Games with Incomplete Information," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262011476, January.
- Hadiza Moussa Saley & Bernard De Meyer, 2003.
"On the strategic origin of Brownian motion in finance,"
International Journal of Game Theory,
Springer;Game Theory Society, vol. 31(2), pages 285-319.
- DE MEYER, Bernard & MOUSSA SALEY, Hadiza, 2000. "On the strategic origin of Brownian motion in finance," CORE Discussion Papers 2000057, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- De Meyer, Bernard, 2010.
"Price dynamics on a stock market with asymmetric information,"
Games and Economic Behavior,
Elsevier, vol. 69(1), pages 42-71, May.
- Bernard De Meyer, 2007. "Price Dynamics on a Stock Market with Asymmetric Information," Cowles Foundation Discussion Papers 1604, Cowles Foundation for Research in Economics, Yale University.
- Bernard De Meyer, 2007. "Price Dynamics on a Stock Market with Asymmetric Information," Levine's Bibliography 321307000000000841, UCLA Department of Economics.
- repec:wsi:igtrxx:v:19:y:2017:i:01:n:s0219198916500171 is not listed on IDEAS
- Victor Domansky, 2007. "Repeated games with asymmetric information and random price fluctuations at finance markets," International Journal of Game Theory, Springer;Game Theory Society, vol. 36(2), pages 241-257, October.
More about this item
KeywordsInsider trading; game of incomplete information; Brownian Motion;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-11-05 (All new papers)
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